Use the application WinRar. After installing the program, click on the desired folder, right-click and select "add to RAR archive". Open the "Advanced" tab in the dialog box that appears and select the option "Set password". Encode the file and apply the changes. Now to access the folder, you will first need to open the archives and be provided a password.
Select one of the special third-party apps that are designed to set the password for the selected folder. For example, Folder Guard provides not only password protection but also allows you to restrict access to change settings for the Internet connection and establishes a ban on the uploading of files. Using PGPDisk, you can generate two separate keys (open and private). The first of them is to encrypt the data, and the second allows you to open the folder with the pass phrase. Also a popular app is Hide Folders, which you can use to encrypt and otherwise hide selected folders, files and drives, including the important "My documents".
Restrict user access to certain folders if the computer has multiple accounts, and you are the administrator. Right-click on the desired folder and from the context menu select "sharing and security". Enable the option "stop sharing this folder", with the result that other users will not be able to access it from your account. Also in the folder properties you can set additional settings on the Access tab, and specify operations that are allowed to make other users. Use this method of protection together with third-party apps for the most reliable data integrity.